Intervals of solutions of the discrete-time algebraic Riccati equation

Authors
Wimmer, HK
Citation
Hk. Wimmer, Intervals of solutions of the discrete-time algebraic Riccati equation, SYST CONTR, 36(3), 1999, pp. 207-212
Citations number
10
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
SYSTEMS & CONTROL LETTERS
ISSN journal
01676911 → ACNP
Volume
36
Issue
3
Year of publication
1999
Pages
207 - 212
Database
ISI
SICI code
0167-6911(19990315)36:3<207:IOSOTD>2.0.ZU;2-0
Abstract
If two solutions Y less than or equal to Z of the DARE are given then the s et of solutions X with Y less than or equal to X less than or equal to Z ca n be parametrized by invariant subspaces of the closed loop matrix correspo nding to Y. The paper extends the geometric theory of Willems from the cont inuous-time to the discrete-time ARE making the weakest possible assumption s. (C) 1999 Elsevier Science B.V. All rights reserved.